Hello,
This is my acceptance criteria. But I am looking forward for some feedback. I’m pretty new to EA studio (4months).
COMPLETE BACKTEST:
min back test quality: 98
min r-squared: 60
min count of trades: 200
min stag %: 30
min equity dd %: 20
min prof factor: 1.2
IN-SAMPLE:
min prof fact: 1.2
min r-squared: 60
min backtest qual: 98
OOS
min prof fact: 1.2
min r-squared: 60
min backtest qual: 98
I been focusing on GBPUSD: 15M AND H1.
This are my settings on my acceptance criteria and validation and looking for some feed backs:
Running on Reactor:
Data Horizon – 02/01/2018 to 06/11/2020 (14,706 bars) data source from FS DUKAS
S/L: 50-100(ALWAYS USE/FIXED)
TP: 10-50(ALWAYS USE)
GENERATOR SETTINGS:
OOS: 30% ( GEN STRATS W/ PRESETS and USE COMMON ACCPT CRIT)
WFO SETTINGS:
SEGMENTS: 5
OOS 30%
+- 10 STEPS
OPT PRESET IND
VALID SEG 5
MONTE-CARLO SETTING:
20 @80%
default settings for validation (im looking to change this, but i just cant think of a good setting for validation)
I hope this info help some people build a basic..
lately I have been messing around min count trades on acceptance criteria and sometimes I use it to filter and or sometime use a lower min count trade.
Im really looking forward for some feedback to improve my validations/acceptance criteria for reactors/wfo